-2.9%
ADSK vs PH
+137.8%
-140.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | -2.5% | -1.3% | -1.2% | -2.2% |
| 30D | -14.9% | -11.0% | -3.9% | -12.1% |
| 3M | +3.3% | +5.5% | -2.2% | +0.9% |
| 6M | -15.7% | +1.5% | -17.1% | -17.2% |
| YTD | -28.2% | +8.8% | -37.0% | -32.0% |
| 1Y | -34.5% | +24.5% | -59.0% | -41.8% |
| 3Y | -2.9% | +141.2% | -144.1% | -35.2% |
| All | -2.9% | +137.8% | -140.7% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling